-17.4%
JD vs FOXA
+8.1%
-25.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.3% |
| 7D | -3.0% | -5.4% | +2.4% | -2.6% |
| 30D | -19.3% | +1.1% | -20.5% | -19.4% |
| 3M | -6.0% | -6.1% | +0.1% | -6.5% |
| 6M | +1.8% | +8.2% | -6.4% | -0.6% |
| YTD | -2.6% | -11.8% | +9.2% | -1.4% |
| 1Y | -17.4% | +9.9% | -27.4% | -17.9% |
| All | -17.4% | +8.1% | -25.5% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FOXA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling